Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-04-13 0.212940 0.229414 0.246959 0.267106 0.289685 0.314309 0.343330
2025-04-20 0.189536 0.210833 0.234594 0.263280 0.297252 0.336561 0.386016
2025-04-27 0.172833 0.197056 0.225083 0.260305 0.303964 0.357096 0.427918
2025-05-04 0.159890 0.186073 0.217308 0.257939 0.310361 0.377132 0.471065
2025-05-11 0.150254 0.178036 0.212087 0.257786 0.318966 0.400331 0.520978
2025-05-18 0.139042 0.167074 0.202166 0.250446 0.317052 0.408858 0.551235
2025-05-25 0.128954 0.156780 0.192242 0.242078 0.312644 0.413036 0.575184
2025-06-01 0.123255 0.151729 0.188718 0.241906 0.319407 0.433639 0.626948
2025-06-08 0.120405 0.150175 0.189638 0.247800 0.335236 0.469299 0.708606
2025-06-15 0.116361 0.146724 0.187659 0.249269 0.344415 0.495453 0.778416
2025-06-22 0.111833 0.142325 0.184035 0.247955 0.349021 0.514495 0.838503
2025-06-29 0.107205 0.137532 0.179538 0.244939 0.350529 0.528293 0.890840
2025-07-06 0.101412 0.130943 0.172265 0.237438 0.344490 0.528969 0.918545
2025-07-13 0.098426 0.128189 0.170409 0.238173 0.352141 0.555008 1.005169
2025-07-20 0.095500 0.125368 0.168275 0.238275 0.358657 0.579712 1.094792
2025-07-27 0.092692 0.122581 0.166024 0.237993 0.364412 0.603638 1.188751
2025-08-03 0.090428 0.120480 0.164686 0.239080 0.372659 0.633582 1.306215
2025-08-10 0.086657 0.115983 0.159437 0.233279 0.367700 0.635588 1.350104
2025-08-17 0.082826 0.111260 0.153641 0.226225 0.359832 0.630510 1.373242
2025-08-24 0.080898 0.109334 0.152136 0.226414 0.365748 0.656120 1.493606
2025-08-31 0.080289 0.109372 0.153715 0.232014 0.382634 0.708787 1.717484
2025-09-07 0.078828 0.108036 0.153013 0.233514 0.391469 0.744189 1.900187
2025-09-14 0.076912 0.105923 0.150951 0.232425 0.394889 0.767000 2.048160